Access Statistics for Yakup Eser ARISOY

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Can Exposure to Tail Risk Explain Size, Book-to-Market, and Idiosyncratic Volatility Anomalies? 0 0 0 0 1 2 3 3
Does Aggregate Uncertainty Explain Size and Value Anomalies? 0 0 0 0 0 1 3 3
Is volatility risk priced in the securities market ? Evidence from S&P 500 index options 0 0 0 0 2 2 3 13
Option-Implied Volatility Measures and Stock Return Predictability 0 0 0 0 3 4 6 6
Volatility of Aggregate Volatility and Hedge Fund Returns 0 0 0 0 0 3 4 4
Volatility of aggregate volatility and hedge funds returns 3 8 8 20 4 11 22 49
Volatility of aggregate volatility and hedge funds returns 0 3 8 15 1 7 26 50
Volatility risk and the value premium: evidence from the french stock market 0 0 0 0 0 0 2 7
Total Working Papers 3 11 16 35 11 30 69 135


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Aggregate Volatility and Market Jump Risk: An Option‐Based Explanation to Size and Value Premia 0 0 1 15 0 0 1 30
Aggregate volatility expectations and threshold CAPM 0 0 0 3 1 1 5 27
Does aggregate uncertainty explain size and value anomalies? 0 0 0 0 1 1 1 1
Is volatility risk priced in the securities market? Evidence from S&P 500 index options 1 1 1 2 1 1 2 10
Optimal multi-period consumption and investment with short-sale constraints 0 0 0 6 0 0 2 42
Volatility of aggregate volatility and hedge fund returns 4 7 7 7 7 13 13 13
Volatility risk and the value premium: Evidence from the French stock market 0 0 2 75 1 1 4 258
Total Journal Articles 5 8 11 108 11 17 28 381


Statistics updated 2017-12-03